Quantitative Research Analyst | Toronto, CA | Hybrid

Quantitative Research Analyst

GWN Capital Management Ltd Toronto, Canada

The Quantitative Research Analyst will design, build and improve trading models, complex analytics, and databases. The Quantitative Research Analyst will work with best-in-class Portfolio Managers to develop sophisticated, robust tools and analytics. The output of the Quantitative Research Analyst will be utilized by the Portfolio Managers in their macro-based fixed income trading strategies and will contribute to the overall performance of the firm.

The Company

GWN is a portfolio management company located in Toronto that trades financial products across various geographic markets. The firm is very well-respected in the Canadian fixed income industry. GWN commenced operations in 2013 and is registered with the Ontario Securities Commission under the portfolio manager and commodity trading manager categories.

GWN’s trading expertise is focused on Rates trading and is recognized as one of the largest buy-side participants in the Canadian fixed income market. The company’s trading strategies are primarily macro-based, focused on North America and Europe, with advanced quantitative and economic analysis. GWN’s highly experienced Portfolio Managers have strong track records and are well-regarded in their relative markets.

Role: Quantitative Research Analyst

The role includes financial and economic research, quantitative analysis, system design and programming.

Duties and responsibilities of the Quantitative Research Analyst position include:

• Building, designing and maintaining advanced models, coded in Python, Excel/VBA, and SQL.
• Developing and running quantitative analytics for the firm’s Portfolio Managers.
• Expanding and improving data visualization techniques.

Additional duties, depending on the Quantitative Research Analyst’s qualifications and ability, could also include:

• Researching, designing and implementing databases for GWN’s data requirements.
• Conducting economic analysis to provide valuable and actionable information to GWN’s Portfolio Managers.
• Overseeing GWN’s hardware and data communications requirements.
• Designing and coordinating risk management models to advise GWN’s Portfolio Managers.

Successful candidates should possess the following skills and experience:

• University degree preferably in Finance, Mathematics, Computer Science, or Engineering at the Masters or PhD level.
• Quantitative analytics; in fixed income would be beneficial.
• Proficiency with financial modeling, numerical methods and statistical analysis of large data sets.
• Familiarity with financial time series data and systems (e.g. Bloomberg).
• Proficiency in Python, Microsoft Excel/VBA and SQL.
• User interface design concepts and best practices.
• Understanding of database organization and database connections.
• General familiarity with data science/engineering.
• Implementing, managing and using coding version control systems.
• Very good work ethic and great teamwork/people skills.
• Strong written and verbal communication skills (English). French comprehension proficiency would be an asset.
• Ability to manage multiple tasks and thrive in a fast-paced team environment.
• A demonstrated interest in financial markets.

Additional benefits of working with GWN:

• Small firm providing the opportunity to work directly with Portfolio Managers and decision makers.
• Great office location in the heart of Toronto’s Yorkville district and easily accessible by public transit.
• Private gym and shower in the office.

Compensation:

• Very competitive; dependent upon skills and experience.